-66.3%
SE vs BTDR
+24.7%
-91.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -4.0% |
| 7D | -3.6% | +14.8% | -18.4% | -4.2% |
| 30D | -5.3% | +41.8% | -47.1% | -6.7% |
| 3M | +28.1% | -29.2% | +57.3% | +29.1% |
| 6M | +20.7% | +66.2% | -45.5% | +17.7% |
| YTD | -14.8% | +10.0% | -24.8% | -16.1% |
| 1Y | -43.6% | -11.0% | -32.6% | -44.4% |
| 3Y | +184.2% | +6.9% | +177.3% | +189.4% |
| 5Y | -66.3% | +24.7% | -91.0% | -67.0% |
| All | -66.3% | +24.7% | -91.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling